dexbot 1.4.16 → 1.4.18

package/docs/COW_INVARIANTS.md

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+# System Invariants (Stable Theory Contract)
+
+This document defines the non-negotiable behavioral invariants for the DEXBot2 system. It is a contract for code review and release safety, not a design tutorial.
+
+## Scope
+
+- **COW Pipeline**: planning, projection, reconciliation, commit, and fund accounting flows.
+- **Sync Engine**: fill history sync, open-order sync, orphan detection, cache vs chain consistency.
+- **Maintenance Runtime**: pipeline gating, illegal-state handling, cooldown semantics, dust ordering.
+- **Grid & Reconcile**: price-level uniqueness, dust detection scope, reconcile cancel semantics.
+- **Batch & Pipeline**: stale handling, retry gating, stale-flag cleanup.
+- **Fund Registry**: cross-bot allocation invariants.
+- **Subscriptions**: health watchdog, silent-death detection.
+- **Broadcast**: uncertain-broadcast recovery, retry, deadlock-free reconcile.
+
+## Invariant Prefixes
+
+| Prefix | Subsystem |
+|--------|-----------|
+| `INV-COW` | COW pipeline |
+| `INV-PROJ` | Projection |
+| `INV-ID` | Order identity |
+| `INV-ACC` | Accounting / fund tracking |
+| `INV-SYNC` | Sync engine |
+| `INV-MAINT` | Maintenance runtime |
+| `INV-GRID` | Grid structure |
+| `INV-RECON` | Reconcile |
+| `INV-BATCH` | Batch / pipeline |
+| `INV-STATE` | State / lifecycle |
+| `INV-REG` | Fund registry |
+| `INV-SUB` | Subscriptions |
+| `INV-BROADCAST` | Broadcast |
+
+---
+
+## COW Pipeline
+
+- `INV-COW-001` Master immutability until commit
+  - The master grid must not be mutated during planning/execution prep.
+  - All intermediate mutations happen in `WorkingGrid`.
+  - Master updates occur only during commit after guard checks pass.
+
+- `INV-COW-002` Commit atomicity
+  - Commit swaps working state to master atomically.
+  - On failed/aborted execution, working state is discarded and master remains unchanged.
+
+- `INV-COW-003` Pre-broadcast staleness guard + bounded re-plan
+  - A plan whose working grid went stale before broadcast (master mutated mid-planning: fills, syncs) must never be broadcast as-is.
+  - Re-plan ONCE from fresh master with the same fills (`replanStaleBatch`, bounded by `STALE_PLAN_REPLAN_LIMIT` in `dexbot_cow_runtime.ts`); restore the boundary-shift budget consumed by the abandoned plan; clear only the abandoned batch's OWN pending-broadcast entries (earlier unresolved batches' entries are kept — the recursion guard then aborts + reconciles instead of re-creating possibly-landed slots).
+  - Still stale or no fill context → proceed + structural resync (never a silent abort that drops the fill set); commit-time guard + chain adoption close residual divergence.
+
+- `INV-COW-004` Working-grid stack exactly-once push/pop
+  - Pushes go through the single `_pushWorkingGridRef` (sets `_workingGridPushed` marker); releases go through `_popWorkingGridRef` (marker-guarded, early-return sites) or `_releaseWorkingGridRef` (identity-checked, commit sites).
+  - A result that was never pushed must never pop — that would underflow or steal a nested grid's stack entry. `_commitWorkingGrid` releases the entry exactly once on every settle path (return or throw).
+
+- `INV-COW-005` Grid regeneration bumps `_gridVersion`
+  - `_clearOrderCachesLogic` must bump `_gridVersion` so an in-flight COW plan (baseVersion from the pre-swap grid) is refused at commit instead of committing over a regenerated zero-slot grid.
+
+- `INV-PROJ-001` New projected orders remain virtual
+  - Orders projected into empty slots must be `VIRTUAL` with no `orderId` until chain confirmation.
+
+- `INV-PROJ-002` Preserve on-chain PARTIAL size in projection
+  - If identity is retained (`keepOrderId=true`) and current state is `PARTIAL`, projected size must preserve current on-chain remaining size.
+  - It must not be overwritten by ideal geometric `targetSize`.
+  - Exception: a `PARTIAL` with a rotation/size-update action targeting its `orderId` does use `targetSize` (the explicit-UPDATE path at `modules/order/utils/validate.ts:959`).
+  - Preserve-path size must be normalized to finite, non-negative value.
+
+- `INV-PROJ-003` ACTIVE on-chain projection preserves current size (same as PARTIAL)
+  - If identity is retained and state is `ACTIVE`, projection preserves current on-chain size via the same `shouldPreserveSize` path as `PARTIAL` (`validate.ts:958-972`).
+  - An explicit UPDATE action targeting the `orderId` is required to apply `targetSize`.
+
+- `INV-ID-001` Order identity retention rule
+  - `orderId` and on-chain state are retained only when order is on-chain and side/type is unchanged.
+  - Otherwise projected order becomes `VIRTUAL` with `orderId=null`.
+
+- `INV-ACC-001` Committed accounting source of truth
+  - Committed chain/grid totals derive only from on-chain orders (`ACTIVE`/`PARTIAL` with `orderId`) and their projected sizes.
+  - Virtual orders contribute only to virtual pools, not committed chain totals.
+
+- `INV-ACC-002` Fund invariant consistency (INVARIANT 1)
+  - Tracked totals must remain consistent with blockchain totals within `FUND_INVARIANT_PERCENT_TOLERANCE`.
+  - `Total = Free + Committed` must hold per side.
+  - False violations due to ideal-size projection overstatement are prohibited.
+
+- `INV-ACC-003` Cross-bot fund registry invariant (INVARIANT 3)
+  - Shared-account per-bot commitment must not exceed the bot's proportional share of chain balance.
+  - Checked with widened tolerance `max(PERCENT_TOLERANCE * 3, 0.15)`.
+  - Registry failure logs an error (`accounting.ts:554-563`, with a "CRITICAL FIX: Log as ERROR instead of WARN" comment), not a silent skip.
+
+---
+
+## Sync Engine
+
+- `INV-SYNC-001` Drift-refetch for partial fill correctness
+  - `isEffectivelyFull` must not unconditionally trust cached `rawOnChain.for_sale`.
+  - When cached `for_sale` is smaller than the grid's own size (drift signal), refetch from chain via `readSingleOrder`.
+  - `isEffectivelyFull` requires either: chain-confirmed empty (refetch returned null), grid also at 0, or the other side rounding to 0.
+  - The legacy `newSizeInt <= 0` fast-path is forbidden.
+
+- `INV-SYNC-002` No TTL-based chain refetch
+  - Chain is only consulted on a drift signal (cache < grid size).
+  - Time-based TTL refetches are prohibited — a stale-but-consistent cache is still correct.
+
+- `INV-SYNC-003` Drift refetch null = chain-confirmed empty
+  - When drift refetch returns null from `readSingleOrder`, the order is authoritatively gone.
+  - The sync engine must treat this as a chain-confirmed empty, not a connection failure.
+
+- `INV-SYNC-004` Orphan adoption rejects duplicate price levels
+  - Pass-2 fallback adoption must check whether an active grid order of the same type already exists at the same price (within `calculatePriceTolerance` using `Math.max(size)`).
+  - If a duplicate exists, the orphan is NOT adopted; it is pushed to `unmatchedChainOrders` for chain cancel.
+  - Size is irrelevant — any duplicate violates the one-order-per-price-level invariant.
+
+- `INV-SYNC-005` Fill queue back-pressure
+  - Subscription callbacks must not push fills beyond `MAX_INCOMING_FILL_QUEUE`.
+  - Rejected fills must leave subscription cursors retryable; the queue must remain unchanged.
+  - Back-pressure must not start a consumer for rejected fills.
+
+- `INV-SYNC-006` syncFromOpenOrders acquires fill-processing lock
+  - `syncFromOpenOrders` acquires `_fillProcessingLock` by default.
+  - `AsyncLock` is re-entrant — callers already inside the lock rely on the intrinsic `isReentrant()` check instead of a `fillLockAlreadyHeld` parameter.
+  - Direct call sites without the lock contract are prohibited.
+
+- `INV-SYNC-007` Authoritative sync preserves fetched free balances
+  - Free-balance values fetched during a sync must not be silently discarded; they seed the optimistic balance model.
+  - If fetched balances are unavailable (failure/error), the optimistic model remains untouched rather than zeroed.
+  - `synchronizeWithChain` must not double-deduct already-locked funds from fetched `buyFree`/`sellFree`.
+  - After authoritative open-order sync, `checkFundDriftAfterFills` is expected to return `isValid=true` as a design consequence (no enforcement code exists — this sub-clause expresses the intended post-condition, not an assertion).
+
+- `INV-SYNC-008` SPREAD-typed fills resolve the real side
+  - A SPREAD slot can carry an on-chain order (spread-correction activation). Fill processing must resolve the real BUY/SELL side (chain order type, pays asset, or price-vs-startPrice convention) before pushing the fill or computing the transition.
+  - A SPREAD-typed fill would silently drop the `deriveTargetBoundary` shift and produce an illegal SPREAD+on-chain state rejected by `validateOrder`.
+
+---
+
+## Maintenance Runtime
+
+- `INV-MAINT-001` Pipeline in-flight defers maintenance
+  - When `isPipelineEmpty` returns `isEmpty=false` (batch in-flight, recovery-in-flight, or broadcasting active), `checkSpreadCondition` and divergence corrections must be skipped.
+  - Dust cancels broadcast directly to chain and are safe to call regardless of pipeline state.
+  - Pipeline signals (`batchInFlight`, `recoveryInFlight`, `broadcasting`) must be passed to `isPipelineEmpty`.
+
+- `INV-MAINT-002` Illegal state abort
+  - When `consumeIllegalStateSignal` returns a non-null signal, the maintenance cycle must:
+    - Trigger immediate recovery sync (`_triggerStateRecoverySync`).
+    - Skip persistence (`_persistAndRecoverIfNeeded`) in the same cycle.
+    - Skip remaining maintenance steps (spread checks).
+    - Arm one maintenance cooldown cycle (`_maintenanceCooldownCycles = 1`).
+
+- `INV-MAINT-003` Maintenance cooldown
+  - After a hard-abort (illegal state), the next maintenance cycle must skip all checks (spread, health, etc.).
+  - Cooldown is exactly one cycle; normal checks resume on the subsequent cycle.
+  - Cooldown must not stack or compound.
+
+- `INV-MAINT-004` Maintenance idle gate
+  - Maintenance must wait for a quiet window with no fill queue, sync, or batch activity (`BLOCKCHAIN_SETTLE_DELAY_MS`).
+  - Recent activity tracking covers: fill queueing, fill processing completion, COW batch start/end, open-order sync, periodic fetches.
+
+- `INV-MAINT-005` Dust-first ordering
+  - Dust partials are cancelled immediately on detection — no delay, no timer.
+  - Grid resync and structural maintenance wait only for the idle settle delay.
+
+---
+
+## Grid Structure
+
+- `INV-GRID-001` One-to-one order mapping
+  - One grid slot = at most one on-chain order. No two chain orders may map to the same grid slot.
+  - Sync engine tracks `matchedGridOrderIds` through both sync passes and skips already-matched slots.
+  - Surplus orders (matched count > `activeOrders.buy/sell` targets) are flagged for cancellation.
+
+- `INV-GRID-002` One order per price level
+  - The active grid must have at most one on-chain order per (type, price) pair.
+  - Duplicate price levels are a structural violation — the sync engine must reject orphan adoption at a duplicate price, and the reconcile layer must cancel offenders on chain.
+  - Size is irrelevant; any duplicate violates this invariant.
+
+- `INV-GRID-003` Interior dust detection at duplicate price levels
+  - Interior partials (not top-of-window) are eligible for dust detection if they share a price level with an ACTIVE sibling.
+  - Top-of-window partials remain always eligible.
+  - Two PARTIALs sharing a price with no active sibling do not qualify (left to rebalancer).
+
+---
+
+## Reconcile ([GRID_RECONCILE.md](GRID_RECONCILE.md))
+
+- `INV-RECON-001` Rotation-only size updates in reconcile
+  - `reconcileGrid` does not emit generic in-place size UPDATEs for active slot diffs.
+  - Size-changing UPDATE actions are rotation updates (`newGridId` path).
+  - Non-rotation size correction is handled by dedicated maintenance flows.
+
+- `INV-RECON-002` Dust health gating parity
+  - Dust health thresholding applies consistently to both CREATE and rotation destination holes.
+
+- `INV-RECON-003` Reconcile cancels duplicate chain orders unconditionally
+  - When an unmatched order is within `looseTolerance` of an active grid order, it must be cancelled on chain via `_cancelChainOrder` with `releaseUntrackedFunds: true`.
+  - Cancelled IDs are filtered out of `unmatchedParsed` to prevent reprocessing.
+  - No size guard — any duplicate at the same price is a violation.
+  - `SUSPECTED_DUPLICATE_TOLERANCE_FLOOR` (absolute price floor) is removed — only `tolerance * SUSPECTED_DUPLICATE_TOLERANCE_MULTIPLIER` is used.
+  - `SUSPECTED_DUPLICATE_TOLERANCE_MULTIPLIER` is a file-local constant (`modules/order/grid_reconcile.ts`, value `5`), not a centralized `constants.ts` entry.
+
+- `INV-RECON-004` Rebalance must not convert on-chain slots to SPREAD via CREATE
+  - `performSafeRebalance` must not emit `CREATE` actions that convert existing on-chain slots into SPREAD orders.
+  - On-chain mid-slot must keep its BUY/SELL type before commit.
+
+- `INV-RECON-005` Extreme placement ordering
+  - BUY placements must use nearest available free slots first (descending price, so the nearest-to-center slots fill first — `validate.ts:465-468`).
+  - SELL placements must use nearest available free slots first (ascending price).
+
+---
+
+## Batch / Pipeline
+
+- `INV-BATCH-001` Illegal state batch abort
+  - `executeBatch` throws `ILLEGAL_SPREAD_STATE` on an illegal grid layout (emitted at `modules/order/utils/validate.ts`, propagated via `modules/order/manager.ts` `_throwOnIllegalState`).
+  - The `_handleBatchHardAbort` catch for `ILLEGAL_ORDER_STATE` (`dexbot_state_recovery.ts:126`) is a test-only dead branch — production never emits that code; only the test stub at `tests/test_patch17_invariants.ts:396` uses it.
+  - In production, recovery + cooldown are armed on the next maintenance tick via `_abortFlowIfIllegalState` (the `INV-MAINT-002` path), returning `abortedForIllegalState: true` to the caller. The caller does not need to return immediately; the maintenance tick handles recovery.
+  - Hard abort triggers one immediate recovery sync (`_triggerStateRecoverySync`) plus arms one maintenance cooldown cycle (`_maintenanceCooldownCycles = Math.max(current, 1)`).
+
+- `INV-BATCH-002` Stale-only cancel fast path
+  - When a cancel-only batch fails with "order does not exist" (stale), the handler must:
+    - Virtualize the slot (`state = VIRTUAL`, `orderId = null`, `size = 0`, `rawOnChain = null`).
+    - Return `stale: true`.
+    - NOT trigger a recovery sync.
+    - Track the stale order id in `_staleCleanedOrderIds` to prevent double-credit.
+    - Preserve manager index validity.
+
+- `INV-BATCH-003` "Cannot deduct" → recovery sync
+  - When `executeBatch` throws "Cannot deduct all or more from order than order contains", the handler must:
+    - Return `recoveredBySync: true`, `reason: 'ORDER_SIZE_DRIFT'`.
+    - Trigger one recovery sync.
+    - NOT virtualize the slot.
+    - Preserve `orderId` until sync reconciles it.
+    - NOT mark the order as stale-cleaned.
+  - Fast path: if the batch result indicates `ORDER_SIZE_DRIFT_TARGETED` (`dexbot_state_recovery.ts:247`), a targeted repair applies the correction directly and skips `_triggerStateRecoverySync`.
+
+---
+
+## State / Lifecycle
+
+- `INV-STATE-001` Bootstrap suppresses invariant checks
+  - While `isBootstrapping()` is true, `_verifyFundInvariants` must be suppressed.
+  - Suppression covers `recalculateFunds` and `_updateOrder` trigger paths.
+
+- `INV-STATE-002` Recovery validation not masked by bootstrap
+  - `_performStateRecovery` must detect drift even when `isBootstrapping()` is true.
+  - Bootstrap suppression of invariant checks must not also suppress recovery validation.
+
+- `INV-STATE-003` Grid resize respects budget after capping
+  - BUY allocation must not exceed calculated budget after `_recalculateGridOrderSizesFromBlockchain` capping.
+
+---
+
+## Fund Registry
+
+- `INV-REG-001` Cross-bot allocation ≤ proportional share
+  - Per-bot committed amounts (sum of on-chain orders) must not exceed `totalChainBalance × allocatedPercent`.
+  - Violation triggers an error-level log entry (not silent), with tolerance `max(PERCENT_TOLERANCE * 3, 0.15)`.
+  - Registry registration is pre-flight + atomic; only shared-account bots register (`dexbot.ts:521` filters `accountGroups[a].length > 1`), and registration completes before any shared-account bot starts.
+  - Release happens in `DEXBot.shutdown`.
+
+- `INV-REG-002` Async-locked registry writes
+  - All `fund_registry` mutations (register, update, release) must hold an async lock.
+  - Concurrent writes from multiple bots sharing the same account must be serialized.
+
+---
+
+## Subscriptions
+
+- `INV-SUB-001` Fill discovery via periodic polling
+  - `startFillPolling` invokes `processObjects` per active subscription every `FILL_POLL_INTERVAL_MS` (default 60s).
+  - `entry.active` and `entry.reconnecting` flags gate per-subscription work.
+  - `fillPollInProgress` flag prevents overlapping poll ticks.
+
+---
+
+## Broadcast
+
+- `INV-BROADCAST-001` BROADCAST_DEADLINE graceful recovery
+  - On `BroadcastUncertainError`, the bot must:
+    - Retry once with a fresh deadline window (`_executeWithRetryOnUncertain`).
+    - Skip retry when `err.partialOnChainState` is true (pair-mode grouped execution).
+    - After retry expiry, reconcile — `AsyncLock` is re-entrant so no special `fillLockAlreadyHeld` parameter is needed.
+  - Daemon broadcast (`broadcastWithDeadline`) pins all
+    `CREDENTIAL_DAEMON_BROADCAST_RETRIES` attempts to one node; only when they
+    all fail with provably untransmitted failures (pre-send errors only) does
+    it report the node to the health ledger (threshold → blacklist + shared
+    health-cache exclusion, logged) and rotate to the next best node. Re-signing
+    an uncertain broadcast would duplicate a landed transaction on chain (new
+    tx ID per signature), so BROADCAST_DEADLINE is reported to the bot and
+    retries happen only after chain verification.
+
+- `INV-BROADCAST-002` Deadlock-free reconcile after uncertain broadcast
+  - `_reconcileAfterUncertainBroadcast` does not need a `fillLockAlreadyHeld` flag because `AsyncLock` is re-entrant — a second `acquire()` from within the same execution context runs the callback directly instead of queueing.
+  - The `gridLockAlreadyHeld` flag has been eliminated — the lock hierarchy was corrected so that `_syncLock(2)` is acquired before `_gridLock(3)` in all paths.
+
+- `INV-BROADCAST-003` Verify-before-retry; never re-sign an uncertain broadcast
+  - An uncertain outcome (RPC timeout, connection dropped with a response pending, unknown code) must never be re-signed — a re-sign would land a duplicate transaction on chain (new tx ID per signature).
+  - Retries are limited to provably-untransmitted failures (pre-send connection/frame errors) and re-broadcast happens only after an AUTHORITATIVE absence read (non-empty, non-truncated chain read containing none of the batch's CREATEs).
+  - Direct-key and claw broadcast paths classify failures via `modules/broadcast_failure.ts` and surface typed `BroadcastUncertainError` so the COW machinery engages instead of a blind error.
+
+- `INV-BROADCAST-004` Truncated/empty reads are ambiguous, not authoritative absence
+  - A `get_full_accounts` window capped at the order limit omits the freshest orders (by_account index = seller,id ascending — fresh creates sort last), so absence on a truncated/empty read can never free slots/capital, confirm a cancel, discard a batch, or clear pending-broadcast protection.
+  - All absence decisions use `readOpenOrdersWithMeta`; truncated/empty snapshots defer (keep protection + request structural resync) instead of acting.
+
+## Change Policy
+
+- Any intentional invariant change must:
+  - Update this document in the same PR/commit.
+  - Include explicit rationale and risk note.
+  - Add or update regression tests in the relevant test files.